Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721589.3339 | 502900.4925 | 218688.8414 | 884966.9094 | -1067024.7665 | 1951991.6759 |
Total P&L (%) | 721.5893 | 502.9005 | 218.6888 | 884.9669 | -1067.0248 | 1951.9917 |
Avg Daily Profit (%) | 0.3982 | 0.2775 | 0.1207 | 0.1263 | 0 | 0.1669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73496 | -104734 | -23697 | -1604649 | -1691110 | -475085 |
Profit Factor | 2.6906 | 2.7493 | 2.5695 | 1.1329 | 0.7578 | 1.8662 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 45.9459 | 35.1351 | 56.7568 | 45.9459 | 35.1351 | 56.7568 |
Ratio Avg Win / Avg Loss | 3.1654 | 5.0756 | 1.9577 | 1.3328 | 1.3991 | 1.4219 |
Largest Winning Trade | 565626 | 565626 | 58355 | 697085 | 697085 | 681716 |
Largest Losing Trade | -31022 | -31022 | -17807 | -588012 | -588012 | -332977 |
Avg Bars in Trades | 70 | 66 | 74 | 70 | 66 | 74 |
Avg Bars in Winners | 110 | 117 | 106 | 110 | 117 | 106 |
Avg Bars in Losers | 36 | 38 | 33 | 36 | 38 | 33 |
Bars Traded | 5217 | 2446 | 2771 | 5217 | 2446 | 2771 |
Profit Streak | 0 | 0 | 79.4134 | 0 | 0 | 79.4134 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55489 | 294170 | -25143 | -168670 | -584886 | 433087 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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